"No particular reason to study up, no. You'd be best off sticking to entities who can be physically harmed. And wouldn't drive you mad with the slightest glance at them. We've got fine defenses in place against the various tentacular nasties, at any rate, they couldn't even exist on this plane without some serious prophesy behind their incarnation. Not to worry, there's plenty of horrible things for you to obsessively learn about without getting them involved. You are not going to run out of hostile demonic races any time soon. If you reach the end of your natural lifespan, you may have time to start on the neutral ones."